载频带宽同步倍频的高频大带宽线性调频信号光产生方法

针对高载频、大带宽线性调频信号产生需求,提出一种基于级联马赫-曾德尔调制器(Mach-Zehnder Modulator, MZM)的载频带宽同步倍频的高载频、大带宽线性调频信号光产生方法。理论分析表明,通过合理设置级联MZM的直流偏置点和线性调频信号幅度等参数,可产生载频和带宽同步倍频且倍频系数可调的线性调频信号。在此基础上利用光学系统软件进行相应的仿真验证,利用载频和带宽分别为5 GHz和2 GHz的线性调频信号产生了载频和带宽分别为40 GHz、15.07 GHz和58.25 GHz、19.5 GHz的线性调频信号。仿真结果验证了该方法的可行性,也验证了产生的信号具有较好的压缩性。     

近地卫星Ka频段数传链路抗雨衰自适应模式设计

针对近地卫星数传时的信道时变性和严重的Ka频段雨衰现象,采用自适应编码调制(Adaptive Coding and Modulation, ACM)技术能够充分利用链路资源,相对于传统的固定编码调制方式,进一步提高链路的数据吞吐量。提出近地卫星Ka频段数传链路ACM模式设计方法,在降雨环境下建立Ka频段数传链路模型,根据链路预算的信道状况确定ACM选用模式;采用基于导频符号的最大似然信噪比估计算法结合移动平均的平滑方法实现信道估计,有效地减小了估计值的波动。仿真结果表明,无论晴天还是雨天,采用提出的卫星数传链路ACM模式设计方法,能够在保证系统可靠性的同时获取较高的数据吞吐量。     

On gamma estimation via matrix kriging

In financial engineering, sensitivities of derivative prices (also known as the Greeks) are important quantities in risk management, and stochastic gradient estimation methods are used to estimate them given the market parameters. In practice, the surface (function) of the Greeks with respect to the underlying parameters is much more desired, because it can be used in real‐time risk management. In this paper, we consider derivatives with multiple underlying assets, and propose three stochastic kriging‐based methods, the element‐by‐element, the importance mapping, and the Cholesky decomposition, to fit the surface of the gamma matrix that can fulfill the time constraint and the precision requirement in real‐time risk management. Numerical experiments are provided to illustrate the effectiveness of the proposed methods.     

采用正交分集的灵巧噪声干扰对抗方法

针对数字射频存储干扰机多通道宽带转发模式下的灵巧噪声干扰,提出了基于混沌调制信号、多谐波相位调制线性调频信号的正交分集抗干扰方法。混沌调制信号与多谐波相位调制线性调频信号具有"图钉"形模糊函数,除了具有良好的距离、多普勒分辨力,还对回波频率敏感,通过正交分集设计,能够更好地适应宽带转发灵巧噪声干扰。通过计算机仿真对新方法的抗干扰性能进行了分析和验证,结果表明:在多通道宽带转发灵巧噪声干扰环境下,新方法的抗干扰改善因子能够达到10 d B以上,抗干扰性能明显优于传统的频率捷变、斜率捷变方法。     

Analysis of artillery shoot‐and‐scoot tactics

Firing multiple artillery rounds from the same location has two main benefits: a high rate of fire at the enemy and improved accuracy as the shooter's aim adjusts to previous rounds. However, firing repeatedly from the same location carries significant risk that the enemy will detect the artillery's location. Therefore, the shooter may periodically move locations to avoid counter‐battery fire. This maneuver is known as the shoot‐and‐scoot tactic. This article analyzes the shoot‐and‐scoot tactic for a time‐critical mission using Markov models. We compute optimal move policies and develop heuristics for more complex and realistic settings. Spending a reasonable amount of time firing multiple shots from the same location is often preferable to moving immediately after firing an initial salvo. Moving frequently reduces risk to the artillery, but also limits the artillery's ability to inflict damage on the enemy.     

气动式振动台气锤产生激励信号的机理及其性能研究

建立了阶梯式活塞气锤的力学模型,揭示了该类气锤产生碰撞信号的机理,针对两种不同型号的气锤,结合大量工程实验仿真生成了不同气压作用下两种气锤产生的激励信号,以激励信号的低频能量为气锤的性能指标,进一步评价了两种气锤的性能优劣.研究结果表明:大气锤的性能明显优于小气锤的性能.     

What you should know about simulation and derivatives

Derivatives (or gradients) are important for both sensitivity analysis and optimization, and in simulation models, these can often be estimated efficiently using various methods other than brute‐force finite differences. This article briefly summarizes the main approaches and discusses areas in which the approaches can most fruitfully be applied: queueing, inventory, and finance. In finance, the focus is on derivatives of another sort. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

一种BPSK相参脉冲信号多普勒频率变化率测量方法

BPSK信号广泛应用于新体制雷达中,测量BPSK信号中包含的多普勒频率变化率信息是单站无源定位与跟踪的关键技术.通过对BPSK信号平方消除了相位调制对参数估计的影响,并利用离散傅立叶变换进行脉冲间相参积累,算法具有计算量小、多普勒频率变化率估计精度高的优点.计算机仿真结果表明参数估计的精度能达到单站无源定位与跟踪系统的精度要求.     

Investment in production resource flexibility: An empirical investigation of methods for planning under uncertainty

We examine several methods for evaluating resource acquisition decisions under uncertainty. Traditional methods may underestimate equipment benefit when part of this benefit comes from decision flexibility. We develop a new, practical method for resource planning under uncertainty, and show that this approach is more accurate than several commonly used methods. We successfully applied our approach to an investment problem faced by a major firm in the aviation information industry. Our recommendations were accepted and resulted in estimated annual savings in excess of $1 million (US). © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2003     

The stochastic single resource service‐provision problem

The service‐provision problem described in this paper comes from an application of distributed processing in telecommunications networks. The objective is to maximize a service provider's profit from offering computational‐based services to customers. The service provider has limited capacity and must choose which of a set of software applications he would like to offer. This can be done dynamically, taking into consideration that demand for the different services is uncertain. The problem is examined in the framework of stochastic integer programming. Approximations and complexity are examined for the case when demand is described by a discrete probability distribution. For the deterministic counterpart, a fully polynomial approximation scheme is known 2 . We show that introduction of stochasticity makes the problem strongly NP‐hard, implying that the existence of such a scheme for the stochastic problem is highly unlikely. For the general case a heuristic with a worst‐case performance ratio that increases in the number of scenarios is presented. Restricting the class of problem instances in a way that many reasonable practical problem instances satisfy allows for the derivation of a heuristic with a constant worst‐case performance ratio. Worst‐case performance analysis of approximation algorithms is classical in the field of combinatorial optimization, but in stochastic programming the authors are not aware of any previous results in this direction. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2003